Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.712 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52300.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45289.45 Kr¶

PnL: ---------------------------------------> -787.55 Kr¶

DD now: ---------------------------------> -1.544 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:06:41.774633'

Anic Portfolio¶

This Week¶

Return: -1.449 %¶

Total¶

Return: 71.209 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 0.560000 4344.300000 24.300000 0.560000 4320.000000
BHG Group 49 2.000000 650.720000 11.720000 1.830000 638.999984
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Biotage 4 0.000000 604.000000 1.000000 0.170000 603.000000
Creades A 7 -0.110000 611.800000 0.800000 0.130000 610.999998
BONESUPPORT HOLDING 10 -0.080000 1224.000000 0.000000 0.000000 1224.000000
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
Investor B 3 -0.340000 653.250000 -2.250000 -0.340000 655.500000
SynAct Pharma 9 -0.560000 641.700000 -3.300000 -0.510000 645.000003
Latour B 2 0.000000 445.400000 -3.600000 -0.800000 449.000000
Addnode Group B 6 -0.560000 745.800000 -4.200000 -0.560000 750.000000
NCC B 7 0.430000 647.850000 -6.150000 -0.940000 653.999997
Sampo Oyj SDB 1 0.610000 498.000000 -7.000000 -1.390000 505.000000
Addtech B 3 -0.690000 692.400000 -7.600000 -1.090000 699.999999
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
Fortnox 10 0.430000 657.800000 -10.200000 -1.530000 668.000000
Embracer Group B 26 0.060000 650.520000 -11.480000 -1.730000 661.999988
NCC A 6 -2.000000 586.800000 -12.200000 -2.040000 598.999998
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.460000 1307.000000 -13.000000 -0.980000 1320.000000
Sdiptech B 3 -0.370000 807.000000 -15.000000 -1.820000 822.000000
Xvivo Perfusion 3 0.000000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 -0.640000 649.200000 -27.800000 -4.110000 677.000001
Volati 5 0.370000 542.000000 -32.000000 -5.570000 574.000000
Lundin Gold 7 -0.600000 935.200000 -38.800000 -3.980000 973.999999
Ambea 68 -0.220000 2495.600000 -41.400000 -1.630000 2537.000032
Lime Technologies 2 0.000000 545.000000 -48.000000 -8.090000 593.000000
Balco Group 39 -0.640000 1825.200000 -49.800000 -2.660000 1874.999997
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Investor A 16 -0.410000 3489.600000 -55.400000 -1.560000 3545.000000
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 20 -0.310000 3802.000000 -114.000000 -2.910000 3916.000000
Bactiguard Holding B 37 -6.630000 2812.000000 -148.000000 -5.000000 2960.000000
TOTAL 45287.040000 -789.960000 -1.54886% 46076.999938

Updated:¶

'2023-06-09 09:06:18.845322'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶